+254.2%
HD vs CF
+561.7%
-307.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +4.3% | -3.2% | +7.5% | +4.7% |
| 30D | +20.2% | +4.3% | +15.9% | +19.2% |
| 3M | -1.0% | +2.8% | -3.8% | -1.9% |
| 6M | +7.9% | +0.6% | +7.3% | +6.8% |
| YTD | +2.0% | +56.6% | -54.6% | -9.0% |
| 1Y | -4.3% | +49.6% | -53.9% | -13.9% |
| 3Y | +25.9% | +61.5% | -35.6% | +9.3% |
| 5Y | +5.8% | +124.0% | -118.1% | -19.7% |
| All | +254.2% | +561.7% | -307.5% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling